2006

Extreme Financial Risks

From Dependence to Risk Management

Authors:

ISBN: 978-3-540-27264-9 (Print) 978-3-540-27266-3 (Online)

Table of contents (7 chapters)

  1. No Access

    Book Chapter

    Pages 1-32

    On the Origin of Risks and Extremes

  2. No Access

    Book Chapter

    Pages 33-97

    Marginal Distributions of Returns

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    Book Chapter

    Pages 99-145

    Notions of Copulas

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    Book Chapter

    Pages 147-188

    Measures of Dependences

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    Book Chapter

    Pages 189-226

    Description of Financial Dependences with Copulas

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    Book Chapter

    Pages 227-270

    Measuring Extreme Dependences

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    Book Chapter

    Pages 271-281

    Summary and Outlook